LEGO® temperature sensor is both expensive and hard to
find (the only reliable supplier I know is PleStore...
who only delivers in USA!). I thus tried to build one fully
compatible with the original temperature sensor, so that RCX
is able to display temperature correctly.

Components choiceThis kind of sensor is usually built with a special
variety of resistor whose value decreases as temperature raises
(NTC, negative temperature coefficient resistor). I now needed
base value and temperature coefficient... a visit to Michael
Gasperi's website told me that LEGO sensor resistance is
12Kohm at 25°C. But, Michael points out, this value is not
easily available, and probably the sensor is built using a 10KOhm
NTC series mounted with a fixed 2.2KOhm resistor. He also suggests
using a high temperature coefficient, in the 4000K range.

Good! within less than 1°C except near limits (the RCX
displays temperature only from -20°C to 70°C), displayed
temperature was correct...

RCX displayed
temperature vs. actual temperature

I then found in Kekoa Proudfoot's document "RCX
internals" the section
of program code used by RCX to convert raw sensor value
to temperature. I applied this algorithm to resistance values
obtained from Murata and BC datasheets, and got a very good
match.

Calculated
RCX display vs. temperature

Theory and experiments thus confirm the choice of components...

Building

Remains to actually build the sensor, here is what I did
(but of course other methods, perhaps simpler, can be used!)

Needed stuff:

2x4 brick

2x4 plate

1/2 electric LEGO cable

10KOhm NTC resistor, I used the smaller Murata one

2.2KOhm resistor

2 pieces of 4mm diameter brass tube, one 1cm long, one
4cm long

a piece of heat-shrink tube big enough to fit brass
tube

fine electric wire, solder, fine heat-shrink tube to
insulate wires

rapid-cure epoxy glue and cyanoacrylic glue

Tools:

Power drill with stand

4 mm drill bit

8 mm milling cutter

fine square file

and of course solderig iron, cutters...

Assembly

Fasten together both brass tubes with heat shrink tube, while
leaving a 1 mm gap between pieces. Tip of the probe will be
thermally separated from the rest of the sensor. Solder wires
and 2.2KOhm resistor to NTC resistor, insulate solders with
fine heat shrink tube.

Insert the probe in the tube.

Seal the tube and fix the NTC with a drop of fast-cure epoxy
glue.

Using the milling cutter mounted on the power drill with
stand, remove two out of three 2x4 brick internal tubes. TAKE
CARE TO YOUR FINGERS!!!. Drill a 4 mm hole through the brick
end and the remaining internal tube. Make a notch in brick back
end using the file to allow cable output.

Insert the tube in brick hole, then solder LEGO electric
cable. Glue the brass tube to the brick with cyanoacrylic glue.

Close the brick with the 2x4 plate (you can glue them together...
but don't forget to verify that everything works fine before!)